per-stock model-accuracy decomposition

4434.T

computed asof 2026-08-07T09:15:52

read this first — not a buy signal

Model predictability decomposition: measures how accurately the ml-factor-lgbm-9f-jp-growth model family predicts this stock's returns within the jp-listed universe. High hit_rate_long does NOT mean 'good stock to buy' -- it means 'the model historically predicted this stock well when selecting it LONG'. This is a property of model-stock fit, not intrinsic stock quality.

Decomposes ml-factor-lgbm-9f-jp-growth. Standalone walk-forward run of the same LightGBM 9-factor family on the jp-listed universe (~4,100 tickers); the referenced record's verdict applies to the jp-growth universe only.

Accuracy (median across grid)

metric	median	p25 – p75	n
Hit rate · LONG	0.5194	0.4616 – 0.6058	12
Hit rate · SHORT	0.5961	0.4381 – 0.6980	12
Avg return · LONG (bps)	56.7	-12.0 – 130.5	12
Avg return · SHORT (bps)	-5.6923	-116.5 – 74.2	12
Selection rate · LONG	0.0032	0.0029 – 0.0039	12
Selection rate · SHORT	0.0023	0.0020 – 0.0031	12

Hit rate ≈ 0.5 means the model's picks on this stock were near coin-flip. Returns in bps per trade (1 bps = 0.01%).

PnL contribution

long

15.1

short

1.5849

total

16.7

appearances 761856 · LONG 2537 · SHORT 2022

Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.